Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'060 CHF | 43'260 CHF | 99.97% | 99.97% |
19.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'167 CHF | 43'367 CHF | 99.79% | 99.79% |
18.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 42'437 CHF | 42'637 CHF | 99.91% | 99.91% |
15.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'447 CHF | 41'647 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'770 CHF | 41'970 CHF | 99.67% | 99.67% |
13.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'470 CHF | 41'670 CHF | 99.94% | 99.94% |
12.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'569 CHF | 43'769 CHF | 99.84% | 99.84% |
11.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 45'621 CHF | 45'821 CHF | 99.82% | 99.82% |
08.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 45'774 CHF | 45'974 CHF | 99.88% | 99.88% |
07.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'435 CHF | 46'635 CHF | 99.91% | 99.91% |